|
Hello, hoping someone can help out here. During a
Walk-Forward test, I am trying to pass From and To dates from the WF
engine into an embedded JScript. I essentially want to do a
"sub-optimization" as part of the backtest portion of the WF test.
However, it seems that I cannot pass variables from the AFL to the
JScript.
Is there any way to pass the From and To dates into
the JScript? Below is what I have. It generates an 'undefined source'
error for these lines:
AA.RangeFromDate = FromDateStr;
AA.RangeToDate = ToDateStr;
Here is the AFL with embedded JScript:
FromDateNum = Status( "rangefromdate" );
ToDateNum = Status( "rangetodate"
);
FromDate
= DateTimeConvert( 2,
FromDateNum );
ToDate
= DateTimeConvert( 2,
ToDateNum );
FromDateStr = DateTimeToStr( FromDate
);
ToDateStr = DateTimeToStr( ToDate
);
EnableScript( "jscript" );
<%
Formula
= "F:\\SomeFormula.afl";
Database
= "F:\\AB
Databases\\MyIB";
Settings
= "F:\\Some
Settings.ABS";
AB = new
ActiveXObject( "Broker.Application" );
AA = AB.Analysis;
AB.LoadDatabase( Database
);
AB.ActiveDocument.Name
= "EURUSD";
AA.LoadFormula( Formula );
AA.LoadSettings(
Settings);
AA.ApplyTo
= 1;
AA.RangeMode
= 3;
AA.RangeFromDate = FromDateStr;
// * ERROR *
AA.RangeToDate =
ToDateStr;
AA.Optimize( 0 );
AA.Export ( "F:\\TestReport1.html" );
%>
|